-97.1%
ASPS vs VT
+214.8%
-311.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +3.3% |
| 7D | +7.1% | -4.2% | +11.3% | +10.4% |
| 30D | -5.3% | -5.8% | +0.5% | -1.1% |
| 3M | +2.3% | -5.2% | +7.6% | +6.2% |
| 6M | -17.1% | +0.1% | -17.2% | -17.6% |
| YTD | -17.7% | +8.2% | -25.9% | -23.5% |
| 1Y | -35.3% | +10.1% | -45.4% | -40.8% |
| 3Y | -82.4% | +69.7% | -152.1% | -89.3% |
| 5Y | -94.4% | +53.4% | -147.7% | -96.2% |
| All | -97.1% | +214.8% | -311.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling